Title of article
On large increments of infinite series of Ornstein-Uhlenbeck processes
Author/Authors
Lin، نويسنده , , Z.Y.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
9
From page
161
To page
169
Abstract
We establish large increment properties for infinite series of independent Ornstein-Uhlenbeck processes by studying more general Gaussian processes with stationary increments.
Keywords
Gaussian process with stationary increments , Large increment properties , Infinite dimensional Ornstein-Uhlenbeck process
Journal title
Stochastic Processes and their Applications
Serial Year
1995
Journal title
Stochastic Processes and their Applications
Record number
1575802
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